Anic Equity¶

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Total return since start: 0.559 %¶

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Equity now: -----------------------------> 47630.89 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46235.91 Kr¶

PnL: ---------------------------------------> -652.66 Kr¶

DD now: ---------------------------------> -2.054 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 09:37:25.919525'

Anic Portfolio¶

Today¶

Return: 0.414 %¶

This Week¶

Return: -0.589 %¶

Total¶

Return: 55.931 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 1.760000 2838.500000 202.500000 7.680000 2636.000010
HMS Networks 2 15.560000 799.200000 126.200000 18.750000 673.000000
FM Mattsson Mora Group B 50 0.830000 3035.000000 108.000000 3.690000 2927.000000
SAAB B 8 0.730000 3432.800000 55.800000 1.650000 3377.000000
Corem Property Group B 59 0.860000 622.450000 45.450000 7.880000 576.999999
MedCap 2 0.650000 464.000000 43.000000 10.210000 421.000000
Samhällsbyggnadsbo. i Norden B 20 1.050000 396.100000 41.100000 11.580000 355.000000
Intrum 4 6.710000 565.800000 38.800000 7.360000 527.000000
Resurs Holding 22 -0.220000 600.600000 26.600000 4.630000 573.999998
AcadeMedia 12 -0.410000 583.200000 26.200000 4.700000 557.000004
Boozt 12 0.220000 1671.600000 17.600000 1.060000 1653.999996
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Beijer Electronics Group 26 -5.130000 2979.600000 8.600000 0.290000 2971.000006
Securitas B 6 -0.120000 578.040000 8.040000 1.410000 570.000000
OEM International B 7 -0.390000 535.500000 7.500000 1.420000 527.999997
Swedbank A 3 -1.550000 570.750000 6.750000 1.200000 564.000000
Norva24 Group 16 0.410000 548.480000 5.480000 1.010000 543.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.870000 249.840000 3.840000 1.560000 246.000000
Coor Service Management Hold. 8 0.070000 535.600000 3.600000 0.680000 532.000000
Fastighetsbolag. Emilshus Pref 21 -1.820000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 0.420000 579.600000 2.600000 0.450000 577.000002
CTEK 13 0.340000 530.920000 -3.080000 -0.580000 533.999999
Midsona B 63 1.800000 571.410000 -11.590000 -1.990000 582.999984
Handelsbanken A 5 -1.020000 534.250000 -11.750000 -2.150000 546.000000
Essity B 2 -0.970000 553.800000 -20.200000 -3.520000 574.000000
Nordea Bank Abp 29 -1.170000 3428.380000 -25.620000 -0.740000 3453.999992
Essity A 4 -0.540000 1112.000000 -37.000000 -3.220000 1149.000000
International Petroleum Corp. 5 0.450000 555.000000 -39.570000 -6.660000 594.565215
Vivesto 1368 0.260000 534.890000 -78.110000 -12.740000 612.999432
Sampo Oyj SDB 7 -1.560000 3755.500000 -94.500000 -2.450000 3850.000000
Fasadgruppen Group 35 1.160000 3675.000000 -136.000000 -3.570000 3810.999990
Axfood 13 -1.490000 3523.000000 -233.000000 -6.200000 3756.000001
OX2 18 0.640000 1412.100000 -251.900000 -15.140000 1663.999992
Ovzon 52 3.390000 2854.800000 -507.200000 -15.090000 3361.999992
TOTAL 46235.910000 -652.660000 -2.05429% 46888.564618

Updated:¶

'2023-01-26 09:37:39.060033'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶